-4.6%
CARR vs SPYG
+22.6%
-27.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +1.6% | +0.4% | +1.2% | +1.3% |
| 30D | -8.7% | -0.4% | -8.3% | -8.4% |
| 3M | -12.6% | +0.5% | -13.1% | -13.1% |
| 6M | -1.5% | +17.5% | -19.0% | -12.1% |
| YTD | +14.3% | +14.3% | 0.0% | +2.8% |
| 1Y | -4.6% | +21.7% | -26.3% | -13.9% |
| All | -4.6% | +22.6% | -27.2% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling